SGI vs. ILMN

Last updated Apr 1, 2026

Compare and contrast key facts about Somnigroup International Inc. (SGI) and Illumina, Inc. (ILMN).

Performance

SGI vs. ILMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Somnigroup International Inc. (SGI) and Illumina, Inc. (ILMN). The values are adjusted to include any dividend payments, if applicable.

SGI vs. ILMN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGI Somnigroup International Inc.	-17.04%	58.81%	12.34%	50.08%	-25.99%	75.59%	24.05%	110.29%	-33.96%	-8.19%
ILMN Illumina, Inc.	-6.02%	-1.85%	-1.34%	-31.14%	-46.85%	2.82%	11.53%	10.61%	37.27%	70.64%

Fundamentals

Market Cap SGI : $15.74B ILMN : $18.98B
EPS SGI : $1.81 ILMN : $5.44
PE Ratio SGI : 40.91 ILMN : 22.67
PS Ratio SGI : 2.10 ILMN : 4.44
PB Ratio SGI : 5.06 ILMN : 6.16
Total Revenue (TTM) SGI : $7.48B ILMN : $4.34B
Gross Profit (TTM) SGI : $3.18B ILMN : $2.89B
EBITDA (TTM) SGI : $929.80M ILMN : $1.46B

Returns By Period

In the year-to-date period, SGI achieves a -17.04% return, which is significantly lower than ILMN's -6.02% return. Over the past 10 years, SGI has outperformed ILMN with an annualized return of 17.68%, while ILMN has yielded a comparatively lower -2.71% annualized return.

SGI

• 1D: 6.56%
• 1M: -17.25%
• YTD: -17.04%
• 6M: -12.01%
• 1Y: 24.43%
• 3Y*: 24.42%
• 5Y*: 15.76%
• 10Y*: 17.68%

ILMN

• 1D: 2.03%
• 1M: -8.33%
• YTD: -6.02%
• 6M: 29.79%
• 1Y: 55.36%
• 3Y*: -18.32%
• 5Y*: -19.93%
• 10Y*: -2.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SGI vs. ILMN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGI

SGI Risk / Return Rank: 65
SGI Sharpe Ratio Rank: 66
SGI Sortino Ratio Rank: 64
SGI Omega Ratio Rank: 59
SGI Calmar Ratio Rank: 63
SGI Martin Ratio Rank: 72

ILMN

ILMN Risk / Return Rank: 77
ILMN Sharpe Ratio Rank: 78
ILMN Sortino Ratio Rank: 78
ILMN Omega Ratio Rank: 73
ILMN Calmar Ratio Rank: 79
ILMN Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGI vs. ILMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Somnigroup International Inc. (SGI) and Illumina, Inc. (ILMN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	SGI	ILMN	Difference
Sharpe ratio Return per unit of total volatility	0.70	1.14	-0.44
Sortino ratio Return per unit of downside risk	1.28	1.94	-0.67
Omega ratio Gain probability vs. loss probability	1.15	1.23	-0.08
Calmar ratio Return relative to maximum drawdown	0.95	2.11	-1.15
Martin ratio Return relative to average drawdown	3.74	5.22	-1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGI vs. ILMN - Sharpe Ratio Comparison

The current SGI Sharpe Ratio is 0.70, which is lower than the ILMN Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SGI and ILMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SGI	ILMN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	1.14	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	-0.44	+0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	-0.06	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.13	+0.15

Correlation

The correlation between SGI and ILMN is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SGI vs. ILMN - Dividend Comparison

SGI's dividend yield for the trailing twelve months is around 0.84%, while ILMN has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
SGI Somnigroup International Inc.	0.84%	0.67%	0.92%	0.86%	1.17%	0.68%
ILMN Illumina, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SGI vs. ILMN - Drawdown Comparison

The maximum SGI drawdown since its inception was -89.24%, smaller than the maximum ILMN drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for SGI and ILMN.

Drawdown Indicators

	SGI	ILMN	Difference
Max Drawdown Largest peak-to-trough decline	-89.24%	-96.14%	+6.90%
Max Drawdown (1Y) Largest decline over 1 year	-29.07%	-25.66%	-3.41%
Max Drawdown (5Y) Largest decline over 5 years	-58.53%	-86.23%	+27.70%
Max Drawdown (10Y) Largest decline over 10 years	-74.91%	-86.23%	+11.32%
Current Drawdown Current decline from peak	-24.41%	-75.86%	+51.45%
Average Drawdown Average peak-to-trough decline	-27.81%	-40.15%	+12.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.42%	10.36%	-2.94%

Volatility

SGI vs. ILMN - Volatility Comparison

Somnigroup International Inc. (SGI) has a higher volatility of 12.41% compared to Illumina, Inc. (ILMN) at 10.88%. This indicates that SGI's price experiences larger fluctuations and is considered to be riskier than ILMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGI	ILMN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.41%	10.88%	+1.53%
Volatility (6M) Calculated over the trailing 6-month period	26.75%	36.52%	-9.77%
Volatility (1Y) Calculated over the trailing 1-year period	35.38%	49.01%	-13.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.77%	45.30%	-6.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.44%	42.62%	+3.82%

Financials

SGI vs. ILMN - Profitability Comparison

The chart below illustrates the profitability comparison between Somnigroup International Inc. and Illumina, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Somnigroup International Inc. reported a gross profit of 822.70M and revenue of 1.87B. Therefore, the gross margin over that period was 44.0%.

ILMN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Illumina, Inc. reported a gross profit of 777.00M and revenue of 1.16B. Therefore, the gross margin over that period was 67.0%.

SGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Somnigroup International Inc. reported an operating income of 247.10M and revenue of 1.87B, resulting in an operating margin of 13.2%.

ILMN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Illumina, Inc. reported an operating income of 256.00M and revenue of 1.16B, resulting in an operating margin of 22.1%.

SGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Somnigroup International Inc. reported a net income of 140.80M and revenue of 1.87B, resulting in a net margin of 7.5%.

ILMN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Illumina, Inc. reported a net income of 334.00M and revenue of 1.16B, resulting in a net margin of 28.8%.